The octane rating of fuel has no effect on gas milage. Octane is is a measure of the fuels anti-nock ability. I think the owners manual states the VX needs 87 octane fuel so that's what you should put in it unless of course it's supercharged then you need to run a premium grade. Running a higher octane grade of fuel is just waisting money. Fuel brands do differ and using known brands is probably best as they put the best additives in. Chevron's Techron is the best fuel injector additive around. Keeps em nice and clean. Stay away from unknown sources, such as Kum and Go, 7-11 etc. These guys often by the bottom of the barrel and you don't know what your getting.
Driving habits make a difference in milage but the VX aint no gas sipper so it can only get worse. I disagree with the guys that say the power button gets better milage, cause mine don't. My scangage reports milage everytime I fill up and it's accurate. With powerdrive off I get 19.5 -20.0 normal driving (not much stop and go) and just about 18 with it on. I prefer the powerdrive so thats what I drive in 99.9% of the time.